Zymeworks Inc (ZYME)
8.89
+0.22
(+2.54%)
USD |
NASDAQ |
Apr 19, 10:55
Zymeworks Max Drawdown (5Y): 91.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.81% |
| February 29, 2024 | 91.81% |
| January 31, 2024 | 91.81% |
| December 31, 2023 | 91.81% |
| November 30, 2023 | 91.81% |
| October 31, 2023 | 91.81% |
| September 30, 2023 | 91.81% |
| August 31, 2023 | 91.81% |
| July 31, 2023 | 91.81% |
| June 30, 2023 | 91.81% |
| May 31, 2023 | 91.81% |
| April 30, 2023 | 91.81% |
| March 31, 2023 | 91.81% |
| February 28, 2023 | 91.81% |
| January 31, 2023 | 91.81% |
| December 31, 2022 | 91.81% |
| November 30, 2022 | 91.81% |
| October 31, 2022 | 91.81% |
| September 30, 2022 | 91.81% |
| August 31, 2022 | 91.52% |
| July 31, 2022 | 91.52% |
| June 30, 2022 | 91.52% |
| May 31, 2022 | 91.52% |
| April 30, 2022 | 91.52% |
| March 31, 2022 | 89.44% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.80% |
| January 31, 2022 | 85.39% |
| December 31, 2021 | 73.26% |
| November 30, 2021 | 67.36% |
| October 31, 2021 | 60.83% |
| September 30, 2021 | 53.35% |
| August 31, 2021 | 53.35% |
| July 31, 2021 | 53.35% |
| June 30, 2021 | 53.35% |
| May 31, 2021 | 53.35% |
| April 30, 2021 | 53.35% |
| March 31, 2021 | 51.24% |
| February 28, 2021 | 51.24% |
| January 31, 2021 | 51.24% |
| December 31, 2020 | 51.24% |
| November 30, 2020 | 51.24% |
| October 31, 2020 | 51.24% |
| September 30, 2020 | 51.24% |
| August 31, 2020 | 51.24% |
| July 31, 2020 | 51.24% |
| June 30, 2020 | 51.24% |
| May 31, 2020 | 51.24% |
| April 30, 2020 | 51.24% |
| March 31, 2020 | 51.24% |
| February 29, 2020 | 51.20% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
51.20%
Minimum
Apr 2019
91.81%
Maximum
Sep 2022
70.26%
Average
57.09%
Median
Max Drawdown (5Y) Benchmarks
| Emergent BioSolutions Inc | 98.89% |
| MariMed Inc | 97.51% |
| Viemed Healthcare Inc | 69.35% |
| NovaBay Pharmaceuticals Inc | 99.90% |
| Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.13 |
| Beta (5Y) | 1.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.29% |
| Historical Sharpe Ratio (5Y) | -0.1619 |
| Historical Sortino (5Y) | -0.2817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.99% |